+212.6%
IEFA vs VRSK
+297.1%
-84.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.6% | -5.2% | +3.6% | 0.0% |
| 30D | -1.5% | -2.3% | +0.8% | -1.0% |
| 3M | +3.4% | -2.9% | +6.3% | +3.4% |
| 6M | +9.5% | -12.8% | +22.3% | +12.6% |
| YTD | +13.0% | -20.8% | +33.9% | +19.5% |
| 1Y | +18.0% | -33.2% | +51.2% | +32.0% |
| 3Y | +65.4% | -26.6% | +91.9% | +75.3% |
| 5Y | +51.6% | -11.3% | +62.9% | +46.4% |
| 10Y | +146.7% | +126.1% | +20.6% | +65.4% |
| All | +212.6% | +297.1% | -84.6% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling